Latest release download: http://jbooktrader.googlecode.com/files/JBookTrader-7.03.zip Release Notes: http://code.google.com/p/jbooktrader/wiki/ReleaseNotes User Manual: http://docs.google.com/View?id=dfzgvqp4_10gb63b8hg Sample market data (based on the 10-level depth): http://jbooktrader.googlecode.com/files/ES-sample.zip
There are substantial changes in this release: 1. The 1-second market depth representation changed. Up until this release, it was the midpoint between the minimum and the maximum depth balances in the last second, rounded to the integer value. Starting from this release, it is a very short period exponential moving average of depth balance, roughly equivalent to 1-second EMA of depth balances, rounded to two places after the decimal point. Reference: http://groups.google.com/group/jbooktrader/browse_thread/thread/a61be463ec7db6b7 2. JBT is now driven by an NTP clock, which is essentially a very high precision atomic clock. This significantly improves the multi-user consistency issues which we experienced before. Note that JBT does not synchronize your PC clock, but merely uses the atomic clock to time taking 1-second market snapshots. Reference: http://groups.google.com/group/jbooktrader/browse_thread/thread/a61be463ec7db6b7 3. Added about 15 new indicators (thanks, Martin) 4. Restructured Collective2 code. There are no logic changes to C2, only structural changes. 5. Fixed some "refresh" issues in web admin console ((thanks, Martin) 6. Both "Brute Force" and "Divide and Conquer" optimizers are faster. CPU utilization should be near 100% during optimization. 7. Fixed a concurrency issue in optimization map which resulted in an exception being thrown when optimization map is viewed while optimizer is still running. 8. Fixed an order processing issue which caused the "Order would cross related resting order" message and order cancellation under certain circumstances when multiple strategies submitted multiple orders at about the same time. Reference: http://groups.google.com/group/jbooktrader/browse_thread/thread/d0d4f527d9d66021# This may also fix a related issue: http://code.google.com/p/jbooktrader/issues/detail?id=19 9. Fixed a bug which caused different instruments to use the same bid/ ask spread in the "forward test" mode. Reported by Martin. 10. Added sample strategies. --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
